Realization utility with adaptive reference points
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Abstract
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DOI: 10.1111/mafi.12182
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Cited by:
- Shuoqing Deng & Xun Li & Huyên Pham & Xiang Yu, 2022. "Optimal consumption with reference to past spending maximum," Finance and Stochastics, Springer, vol. 26(2), pages 217-266, April.
- Zongxia Liang & Xiaodong Luo & Fengyi Yuan, 2022. "Consumption-investment decisions with endogenous reference point and drawdown constraint," Papers 2204.00530, arXiv.org, revised Nov 2022.
- Vicky Henderson & Jonathan Muscat, 2020. "Partial liquidation under reference-dependent preferences," Finance and Stochastics, Springer, vol. 24(2), pages 335-357, April.
- Moris S. Strub & Duan Li, 2020. "Failing to Foresee the Updating of the Reference Point Leads to Time-Inconsistent Investment," Operations Research, INFORMS, vol. 68(1), pages 199-213, January.
- Shuoqing Deng & Xun Li & Huyen Pham & Xiang Yu, 2020. "Optimal Consumption with Reference to Past Spending Maximum," Papers 2006.07223, arXiv.org, revised Mar 2022.
- Yang, Chunpeng & Zhang, Zhanpei, 2021. "Realization utility with stop-loss strategy," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 261-275.
- Zongxia Liang & Xiaodong Luo & Fengyi Yuan, 2023. "Consumption-investment decisions with endogenous reference point and drawdown constraint," Mathematics and Financial Economics, Springer, volume 17, number 6, March.
- Xun Li & Xiang Yu & Qinyi Zhang, 2021. "Optimal consumption with loss aversion and reference to past spending maximum," Papers 2108.02648, arXiv.org, revised Mar 2024.
- Jia Yue & Ming-Hui Wang & Nan-Jing Huang, 2022. "Global Optimal Consumption–Portfolio Rules with Myopic Preferences and Loss Aversion," Computational Economics, Springer;Society for Computational Economics, vol. 60(4), pages 1427-1455, December.
- Lou, Youcheng & Strub, Moris S. & Li, Duan & Wang, Shouyang, 2021. "The impact of a reference point determined by social comparison on wealth growth and inequality," Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
- Min Dai & Yipeng Jiang & Hong Liu & Jing Xu, 2023.
"A Rational Theory for Disposition Effects,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 47, pages 131-157, January.
- Min Dai & Yipeng Jiang & Hong Liu & Jing Xu, 2021. "Code and data files for "A Rational Theory for Disposition Effects"," Computer Codes 20-172, Review of Economic Dynamics.
- Alex S. L. Tse & Harry Zheng, 2023. "Speculative trading, prospect theory and transaction costs," Finance and Stochastics, Springer, vol. 27(1), pages 49-96, January.
- Alex S. L. Tse & Harry Zheng, 2019. "Speculative Trading, Prospect Theory and Transaction Costs," Papers 1911.10106, arXiv.org, revised Oct 2022.
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